SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 99.90 | ||||
Diff. absolute / % | 0.30 | +0.30% |
Last Price | 100.80 | Volume | 20,000 | |
Time | 10:15:25 | Date | 13/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1262675445 |
Valor | 126267544 |
Symbol | RCFAEV |
Barrier | 82.03 CHF |
Cap | 149.14 CHF |
Quotation in percent | Yes |
Coupon p.a. | 7.00% |
Coupon Premium | 4.90% |
Coupon Yield | 2.10% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/06/2023 |
Date of maturity | 23/12/2024 |
Last trading day | 16/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 101.0000 |
Maximum yield | 0.77% |
Maximum yield p.a. | 3.20% |
Sideways yield | 0.77% |
Sideways yield p.a. | 3.20% |
Distance to Cap | -18.39 |
Distance to Cap in % | -14.07% |
Is Cap Level reached | No |
Distance to Barrier | 48.72 |
Distance to Barrier in % | 37.26% |
Is Barrier reached | No |
Average Spread | 0.80% |
Last Best Bid Price | 99.70 % |
Last Best Ask Price | 100.50 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 497,873 CHF |
Average Sell Value | 501,873 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |